+165.2%
GD vs DKS
+226.4%
-61.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.3% |
| 7D | +2.7% | +6.3% | -3.7% | +1.8% |
| 30D | +8.6% | +9.3% | -0.7% | +7.2% |
| 3M | -7.1% | -25.3% | +18.2% | -4.3% |
| 6M | +7.5% | -29.2% | +36.7% | +11.2% |
| YTD | +9.9% | -22.7% | +32.6% | +12.0% |
| 1Y | +7.6% | -30.1% | +37.7% | +11.0% |
| 3Y | +56.2% | +45.6% | +10.6% | +40.7% |
| 5Y | +100.6% | +28.5% | +72.2% | +78.2% |
| All | +165.2% | +226.4% | -61.2% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling